What McLernon said, but something else you need to check first is put one of those reloads in the chamber and sight across the chamber mouth or better yet, lay a metal straight edge across the chamber mouth and primer and make sure the case doesn't protrude out past flush with the chamber mouth, if it is sticking out, the cases aren't being resized properly in the Lee Loader. If that's happening, it's keeping the latch from engaging fully when the action is closed and a pop open will result. The stuck cases could be from the same problem if you close the action hard enough to jam the round into the chamber, the ejector isn't real strong and will fail to push it out.
If the bullet is loaded too long, it could also have the same effect, although this is unlikely in the normally long throated Handis.
As McLernon mentioned, a good chamber polishing will help prevent the sticking. You can also increase ejector spring pressure by putting a BB ahead of the ejector spring, the how to is in the FAQ also.
Let us know how the reloaded rounds fit in the chamber and we'll go from there.
Tim
EDIT: This barrel does have an ejector, right? I just had an afterthought, I thought all .22-250s had extractors, but maybe not. Does the case fly out normally, or just lift out about ¼"?? If it's an extractor, there's a completlely different problem.